Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.59% | 12.30 CHF | 12.33 CHF | 150'000 | 150'000 | 122'967 | 122'967 | 1'543'870 CHF | 1'547'930 CHF | 99.89% | 99.89% |
24.07.2024 | 0.57% | 13.32 CHF | 13.35 CHF | 150'000 | 150'000 | 123'034 | 123'034 | 1'635'270 CHF | 1'639'320 CHF | 100.00% | 100.00% |
23.07.2024 | 0.57% | 13.24 CHF | 13.27 CHF | 150'000 | 150'000 | 123'043 | 123'043 | 1'633'740 CHF | 1'637'790 CHF | 100.00% | 100.00% |
22.07.2024 | 0.61% | 13.18 CHF | 13.21 CHF | 150'000 | 150'000 | 123'003 | 123'003 | 1'573'250 CHF | 1'577'310 CHF | 99.99% | 99.99% |
19.07.2024 | 0.58% | 12.70 CHF | 12.73 CHF | 150'000 | 150'000 | 123'045 | 123'045 | 1'610'100 CHF | 1'614'160 CHF | 99.98% | 99.98% |
18.07.2024 | 0.61% | 12.76 CHF | 12.79 CHF | 150'000 | 150'000 | 122'985 | 122'985 | 1'536'330 CHF | 1'540'380 CHF | 99.98% | 99.98% |
17.07.2024 | 0.60% | 12.35 CHF | 12.38 CHF | 150'000 | 150'000 | 122'965 | 122'965 | 1'517'200 CHF | 1'521'260 CHF | 99.51% | 99.51% |
16.07.2024 | 0.55% | 12.71 CHF | 12.74 CHF | 150'000 | 150'000 | 123'053 | 123'053 | 1'646'260 CHF | 1'650'310 CHF | 100.00% | 100.00% |
15.07.2024 | 0.56% | 13.57 CHF | 13.60 CHF | 150'000 | 150'000 | 123'019 | 123'019 | 1'618'160 CHF | 1'622'210 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 13.55 CHF | 13.58 CHF | 150'000 | 150'000 | 123'051 | 123'051 | 1'688'620 CHF | 1'692'680 CHF | 99.99% | 99.99% |